+478.6%
SOXL vs WULF
+830.0%
-351.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.7% | +1.5% | +3.7% |
| 7D | +3.9% | +1.4% | +2.5% | +3.3% |
| 30D | -14.3% | -2.6% | -11.7% | -13.3% |
| 3M | -45.6% | -34.0% | -11.6% | -34.4% |
| 6M | +117.2% | +10.0% | +107.2% | +128.4% |
| YTD | +189.8% | +45.7% | +144.1% | +176.1% |
| 1Y | +317.7% | +57.3% | +260.4% | +281.8% |
| 3Y | +478.6% | +878.9% | -400.3% | +226.9% |
| All | +478.6% | +830.0% | -351.4% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WULF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling